+85.7%
LMT vs GH
+467.1%
-381.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -0.2% | -2.5% | +2.3% | -0.1% |
| 30D | -13.1% | -4.7% | -8.4% | -13.0% |
| 3M | -3.9% | +20.2% | -24.1% | -4.4% |
| 6M | -18.3% | +78.8% | -97.0% | -19.7% |
| YTD | +10.3% | +54.1% | -43.7% | +8.8% |
| 1Y | +14.2% | +177.1% | -162.8% | +10.8% |
| 3Y | +35.0% | +371.6% | -336.6% | +27.7% |
| 5Y | +73.2% | +21.9% | +51.3% | +72.6% |
| All | +85.7% | +467.1% | -381.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling